We present screening schemes that allow for efficient, linear-scaling short-range exchange calculations employing Gaussian basis sets for both CPU and GPU architectures. They are based on the LinK [C. Ochsenfeld et al., J. Chem. Phys. 109, 1663 (1998)] and PreLinK [J. Kussmann and C. Ochsenfeld, J. Chem. Phys. 138, 134114 (2013)] methods, but account for the decay introduced by the attenuated Coulomb operator in short-range hybrid density functionals. Furthermore, we discuss the implementation of short-range electron repulsion integrals on GPUs. The introduction of our screening methods allows for speedups of up to a factor 7.8 as compared to the underlying linear-scaling algorithm, while retaining full numerical control over the accuracy. With the increasing number of short-range hybrid functionals, our new schemes will allow for significant computational savings on CPU and GPU architectures.